How to import kinect data?
What he his doing there is enabling an addon. Do do this hit Ctrl-Alt-U, or File>User Preferences.



Now you are in the user preferences. Go to the addons tab. Next you will need to install the addon. Click Install from File.



Navigate to the addons .zip or .py, and select it.

The final thing to do is to select the checkbox. If you want the addon to be installed when you create a new project, click Save User Settings.